1 // This file is part of Eigen, a lightweight C++ template library 2 // for linear algebra. 3 // 4 // Copyright (C) 2008-2012 Gael Guennebaud <gael.guennebaud (at) inria.fr> 5 // 6 // This Source Code Form is subject to the terms of the Mozilla 7 // Public License v. 2.0. If a copy of the MPL was not distributed 8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. 9 10 #ifndef EIGEN_SIMPLICIAL_CHOLESKY_H 11 #define EIGEN_SIMPLICIAL_CHOLESKY_H 12 13 namespace Eigen { 14 15 enum SimplicialCholeskyMode { 16 SimplicialCholeskyLLT, 17 SimplicialCholeskyLDLT 18 }; 19 20 /** \ingroup SparseCholesky_Module 21 * \brief A direct sparse Cholesky factorizations 22 * 23 * These classes provide LL^T and LDL^T Cholesky factorizations of sparse matrices that are 24 * selfadjoint and positive definite. The factorization allows for solving A.X = B where 25 * X and B can be either dense or sparse. 26 * 27 * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization 28 * such that the factorized matrix is P A P^-1. 29 * 30 * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> 31 * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower 32 * or Upper. Default is Lower. 33 * 34 */ 35 template<typename Derived> 36 class SimplicialCholeskyBase : internal::noncopyable 37 { 38 public: 39 typedef typename internal::traits<Derived>::MatrixType MatrixType; 40 typedef typename internal::traits<Derived>::OrderingType OrderingType; 41 enum { UpLo = internal::traits<Derived>::UpLo }; 42 typedef typename MatrixType::Scalar Scalar; 43 typedef typename MatrixType::RealScalar RealScalar; 44 typedef typename MatrixType::Index Index; 45 typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; 46 typedef Matrix<Scalar,Dynamic,1> VectorType; 47 48 public: 49 50 /** Default constructor */ 51 SimplicialCholeskyBase() 52 : m_info(Success), m_isInitialized(false), m_shiftOffset(0), m_shiftScale(1) 53 {} 54 55 SimplicialCholeskyBase(const MatrixType& matrix) 56 : m_info(Success), m_isInitialized(false), m_shiftOffset(0), m_shiftScale(1) 57 { 58 derived().compute(matrix); 59 } 60 61 ~SimplicialCholeskyBase() 62 { 63 } 64 65 Derived& derived() { return *static_cast<Derived*>(this); } 66 const Derived& derived() const { return *static_cast<const Derived*>(this); } 67 68 inline Index cols() const { return m_matrix.cols(); } 69 inline Index rows() const { return m_matrix.rows(); } 70 71 /** \brief Reports whether previous computation was successful. 72 * 73 * \returns \c Success if computation was succesful, 74 * \c NumericalIssue if the matrix.appears to be negative. 75 */ 76 ComputationInfo info() const 77 { 78 eigen_assert(m_isInitialized && "Decomposition is not initialized."); 79 return m_info; 80 } 81 82 /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. 83 * 84 * \sa compute() 85 */ 86 template<typename Rhs> 87 inline const internal::solve_retval<SimplicialCholeskyBase, Rhs> 88 solve(const MatrixBase<Rhs>& b) const 89 { 90 eigen_assert(m_isInitialized && "Simplicial LLT or LDLT is not initialized."); 91 eigen_assert(rows()==b.rows() 92 && "SimplicialCholeskyBase::solve(): invalid number of rows of the right hand side matrix b"); 93 return internal::solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived()); 94 } 95 96 /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A. 97 * 98 * \sa compute() 99 */ 100 template<typename Rhs> 101 inline const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs> 102 solve(const SparseMatrixBase<Rhs>& b) const 103 { 104 eigen_assert(m_isInitialized && "Simplicial LLT or LDLT is not initialized."); 105 eigen_assert(rows()==b.rows() 106 && "SimplicialCholesky::solve(): invalid number of rows of the right hand side matrix b"); 107 return internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs>(*this, b.derived()); 108 } 109 110 /** \returns the permutation P 111 * \sa permutationPinv() */ 112 const PermutationMatrix<Dynamic,Dynamic,Index>& permutationP() const 113 { return m_P; } 114 115 /** \returns the inverse P^-1 of the permutation P 116 * \sa permutationP() */ 117 const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv() const 118 { return m_Pinv; } 119 120 /** Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization. 121 * 122 * During the numerical factorization, the diagonal coefficients are transformed by the following linear model:\n 123 * \c d_ii = \a offset + \a scale * \c d_ii 124 * 125 * The default is the identity transformation with \a offset=0, and \a scale=1. 126 * 127 * \returns a reference to \c *this. 128 */ 129 Derived& setShift(const RealScalar& offset, const RealScalar& scale = 1) 130 { 131 m_shiftOffset = offset; 132 m_shiftScale = scale; 133 return derived(); 134 } 135 136 #ifndef EIGEN_PARSED_BY_DOXYGEN 137 /** \internal */ 138 template<typename Stream> 139 void dumpMemory(Stream& s) 140 { 141 int total = 0; 142 s << " L: " << ((total+=(m_matrix.cols()+1) * sizeof(int) + m_matrix.nonZeros()*(sizeof(int)+sizeof(Scalar))) >> 20) << "Mb" << "\n"; 143 s << " diag: " << ((total+=m_diag.size() * sizeof(Scalar)) >> 20) << "Mb" << "\n"; 144 s << " tree: " << ((total+=m_parent.size() * sizeof(int)) >> 20) << "Mb" << "\n"; 145 s << " nonzeros: " << ((total+=m_nonZerosPerCol.size() * sizeof(int)) >> 20) << "Mb" << "\n"; 146 s << " perm: " << ((total+=m_P.size() * sizeof(int)) >> 20) << "Mb" << "\n"; 147 s << " perm^-1: " << ((total+=m_Pinv.size() * sizeof(int)) >> 20) << "Mb" << "\n"; 148 s << " TOTAL: " << (total>> 20) << "Mb" << "\n"; 149 } 150 151 /** \internal */ 152 template<typename Rhs,typename Dest> 153 void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const 154 { 155 eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); 156 eigen_assert(m_matrix.rows()==b.rows()); 157 158 if(m_info!=Success) 159 return; 160 161 if(m_P.size()>0) 162 dest = m_P * b; 163 else 164 dest = b; 165 166 if(m_matrix.nonZeros()>0) // otherwise L==I 167 derived().matrixL().solveInPlace(dest); 168 169 if(m_diag.size()>0) 170 dest = m_diag.asDiagonal().inverse() * dest; 171 172 if (m_matrix.nonZeros()>0) // otherwise U==I 173 derived().matrixU().solveInPlace(dest); 174 175 if(m_P.size()>0) 176 dest = m_Pinv * dest; 177 } 178 179 #endif // EIGEN_PARSED_BY_DOXYGEN 180 181 protected: 182 183 /** Computes the sparse Cholesky decomposition of \a matrix */ 184 template<bool DoLDLT> 185 void compute(const MatrixType& matrix) 186 { 187 eigen_assert(matrix.rows()==matrix.cols()); 188 Index size = matrix.cols(); 189 CholMatrixType ap(size,size); 190 ordering(matrix, ap); 191 analyzePattern_preordered(ap, DoLDLT); 192 factorize_preordered<DoLDLT>(ap); 193 } 194 195 template<bool DoLDLT> 196 void factorize(const MatrixType& a) 197 { 198 eigen_assert(a.rows()==a.cols()); 199 int size = a.cols(); 200 CholMatrixType ap(size,size); 201 ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P); 202 factorize_preordered<DoLDLT>(ap); 203 } 204 205 template<bool DoLDLT> 206 void factorize_preordered(const CholMatrixType& a); 207 208 void analyzePattern(const MatrixType& a, bool doLDLT) 209 { 210 eigen_assert(a.rows()==a.cols()); 211 int size = a.cols(); 212 CholMatrixType ap(size,size); 213 ordering(a, ap); 214 analyzePattern_preordered(ap,doLDLT); 215 } 216 void analyzePattern_preordered(const CholMatrixType& a, bool doLDLT); 217 218 void ordering(const MatrixType& a, CholMatrixType& ap); 219 220 /** keeps off-diagonal entries; drops diagonal entries */ 221 struct keep_diag { 222 inline bool operator() (const Index& row, const Index& col, const Scalar&) const 223 { 224 return row!=col; 225 } 226 }; 227 228 mutable ComputationInfo m_info; 229 bool m_isInitialized; 230 bool m_factorizationIsOk; 231 bool m_analysisIsOk; 232 233 CholMatrixType m_matrix; 234 VectorType m_diag; // the diagonal coefficients (LDLT mode) 235 VectorXi m_parent; // elimination tree 236 VectorXi m_nonZerosPerCol; 237 PermutationMatrix<Dynamic,Dynamic,Index> m_P; // the permutation 238 PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv; // the inverse permutation 239 240 RealScalar m_shiftOffset; 241 RealScalar m_shiftScale; 242 }; 243 244 template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialLLT; 245 template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialLDLT; 246 template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialCholesky; 247 248 namespace internal { 249 250 template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> > 251 { 252 typedef _MatrixType MatrixType; 253 typedef _Ordering OrderingType; 254 enum { UpLo = _UpLo }; 255 typedef typename MatrixType::Scalar Scalar; 256 typedef typename MatrixType::Index Index; 257 typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType; 258 typedef SparseTriangularView<CholMatrixType, Eigen::Lower> MatrixL; 259 typedef SparseTriangularView<typename CholMatrixType::AdjointReturnType, Eigen::Upper> MatrixU; 260 static inline MatrixL getL(const MatrixType& m) { return m; } 261 static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } 262 }; 263 264 template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> > 265 { 266 typedef _MatrixType MatrixType; 267 typedef _Ordering OrderingType; 268 enum { UpLo = _UpLo }; 269 typedef typename MatrixType::Scalar Scalar; 270 typedef typename MatrixType::Index Index; 271 typedef SparseMatrix<Scalar, ColMajor, Index> CholMatrixType; 272 typedef SparseTriangularView<CholMatrixType, Eigen::UnitLower> MatrixL; 273 typedef SparseTriangularView<typename CholMatrixType::AdjointReturnType, Eigen::UnitUpper> MatrixU; 274 static inline MatrixL getL(const MatrixType& m) { return m; } 275 static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } 276 }; 277 278 template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> > 279 { 280 typedef _MatrixType MatrixType; 281 typedef _Ordering OrderingType; 282 enum { UpLo = _UpLo }; 283 }; 284 285 } 286 287 /** \ingroup SparseCholesky_Module 288 * \class SimplicialLLT 289 * \brief A direct sparse LLT Cholesky factorizations 290 * 291 * This class provides a LL^T Cholesky factorizations of sparse matrices that are 292 * selfadjoint and positive definite. The factorization allows for solving A.X = B where 293 * X and B can be either dense or sparse. 294 * 295 * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization 296 * such that the factorized matrix is P A P^-1. 297 * 298 * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> 299 * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower 300 * or Upper. Default is Lower. 301 * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<> 302 * 303 * \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering 304 */ 305 template<typename _MatrixType, int _UpLo, typename _Ordering> 306 class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> > 307 { 308 public: 309 typedef _MatrixType MatrixType; 310 enum { UpLo = _UpLo }; 311 typedef SimplicialCholeskyBase<SimplicialLLT> Base; 312 typedef typename MatrixType::Scalar Scalar; 313 typedef typename MatrixType::RealScalar RealScalar; 314 typedef typename MatrixType::Index Index; 315 typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; 316 typedef Matrix<Scalar,Dynamic,1> VectorType; 317 typedef internal::traits<SimplicialLLT> Traits; 318 typedef typename Traits::MatrixL MatrixL; 319 typedef typename Traits::MatrixU MatrixU; 320 public: 321 /** Default constructor */ 322 SimplicialLLT() : Base() {} 323 /** Constructs and performs the LLT factorization of \a matrix */ 324 SimplicialLLT(const MatrixType& matrix) 325 : Base(matrix) {} 326 327 /** \returns an expression of the factor L */ 328 inline const MatrixL matrixL() const { 329 eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized"); 330 return Traits::getL(Base::m_matrix); 331 } 332 333 /** \returns an expression of the factor U (= L^*) */ 334 inline const MatrixU matrixU() const { 335 eigen_assert(Base::m_factorizationIsOk && "Simplicial LLT not factorized"); 336 return Traits::getU(Base::m_matrix); 337 } 338 339 /** Computes the sparse Cholesky decomposition of \a matrix */ 340 SimplicialLLT& compute(const MatrixType& matrix) 341 { 342 Base::template compute<false>(matrix); 343 return *this; 344 } 345 346 /** Performs a symbolic decomposition on the sparcity of \a matrix. 347 * 348 * This function is particularly useful when solving for several problems having the same structure. 349 * 350 * \sa factorize() 351 */ 352 void analyzePattern(const MatrixType& a) 353 { 354 Base::analyzePattern(a, false); 355 } 356 357 /** Performs a numeric decomposition of \a matrix 358 * 359 * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. 360 * 361 * \sa analyzePattern() 362 */ 363 void factorize(const MatrixType& a) 364 { 365 Base::template factorize<false>(a); 366 } 367 368 /** \returns the determinant of the underlying matrix from the current factorization */ 369 Scalar determinant() const 370 { 371 Scalar detL = Base::m_matrix.diagonal().prod(); 372 return numext::abs2(detL); 373 } 374 }; 375 376 /** \ingroup SparseCholesky_Module 377 * \class SimplicialLDLT 378 * \brief A direct sparse LDLT Cholesky factorizations without square root. 379 * 380 * This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are 381 * selfadjoint and positive definite. The factorization allows for solving A.X = B where 382 * X and B can be either dense or sparse. 383 * 384 * In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization 385 * such that the factorized matrix is P A P^-1. 386 * 387 * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> 388 * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower 389 * or Upper. Default is Lower. 390 * \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<> 391 * 392 * \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering 393 */ 394 template<typename _MatrixType, int _UpLo, typename _Ordering> 395 class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> > 396 { 397 public: 398 typedef _MatrixType MatrixType; 399 enum { UpLo = _UpLo }; 400 typedef SimplicialCholeskyBase<SimplicialLDLT> Base; 401 typedef typename MatrixType::Scalar Scalar; 402 typedef typename MatrixType::RealScalar RealScalar; 403 typedef typename MatrixType::Index Index; 404 typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; 405 typedef Matrix<Scalar,Dynamic,1> VectorType; 406 typedef internal::traits<SimplicialLDLT> Traits; 407 typedef typename Traits::MatrixL MatrixL; 408 typedef typename Traits::MatrixU MatrixU; 409 public: 410 /** Default constructor */ 411 SimplicialLDLT() : Base() {} 412 413 /** Constructs and performs the LLT factorization of \a matrix */ 414 SimplicialLDLT(const MatrixType& matrix) 415 : Base(matrix) {} 416 417 /** \returns a vector expression of the diagonal D */ 418 inline const VectorType vectorD() const { 419 eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); 420 return Base::m_diag; 421 } 422 /** \returns an expression of the factor L */ 423 inline const MatrixL matrixL() const { 424 eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); 425 return Traits::getL(Base::m_matrix); 426 } 427 428 /** \returns an expression of the factor U (= L^*) */ 429 inline const MatrixU matrixU() const { 430 eigen_assert(Base::m_factorizationIsOk && "Simplicial LDLT not factorized"); 431 return Traits::getU(Base::m_matrix); 432 } 433 434 /** Computes the sparse Cholesky decomposition of \a matrix */ 435 SimplicialLDLT& compute(const MatrixType& matrix) 436 { 437 Base::template compute<true>(matrix); 438 return *this; 439 } 440 441 /** Performs a symbolic decomposition on the sparcity of \a matrix. 442 * 443 * This function is particularly useful when solving for several problems having the same structure. 444 * 445 * \sa factorize() 446 */ 447 void analyzePattern(const MatrixType& a) 448 { 449 Base::analyzePattern(a, true); 450 } 451 452 /** Performs a numeric decomposition of \a matrix 453 * 454 * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. 455 * 456 * \sa analyzePattern() 457 */ 458 void factorize(const MatrixType& a) 459 { 460 Base::template factorize<true>(a); 461 } 462 463 /** \returns the determinant of the underlying matrix from the current factorization */ 464 Scalar determinant() const 465 { 466 return Base::m_diag.prod(); 467 } 468 }; 469 470 /** \deprecated use SimplicialLDLT or class SimplicialLLT 471 * \ingroup SparseCholesky_Module 472 * \class SimplicialCholesky 473 * 474 * \sa class SimplicialLDLT, class SimplicialLLT 475 */ 476 template<typename _MatrixType, int _UpLo, typename _Ordering> 477 class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> > 478 { 479 public: 480 typedef _MatrixType MatrixType; 481 enum { UpLo = _UpLo }; 482 typedef SimplicialCholeskyBase<SimplicialCholesky> Base; 483 typedef typename MatrixType::Scalar Scalar; 484 typedef typename MatrixType::RealScalar RealScalar; 485 typedef typename MatrixType::Index Index; 486 typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType; 487 typedef Matrix<Scalar,Dynamic,1> VectorType; 488 typedef internal::traits<SimplicialCholesky> Traits; 489 typedef internal::traits<SimplicialLDLT<MatrixType,UpLo> > LDLTTraits; 490 typedef internal::traits<SimplicialLLT<MatrixType,UpLo> > LLTTraits; 491 public: 492 SimplicialCholesky() : Base(), m_LDLT(true) {} 493 494 SimplicialCholesky(const MatrixType& matrix) 495 : Base(), m_LDLT(true) 496 { 497 compute(matrix); 498 } 499 500 SimplicialCholesky& setMode(SimplicialCholeskyMode mode) 501 { 502 switch(mode) 503 { 504 case SimplicialCholeskyLLT: 505 m_LDLT = false; 506 break; 507 case SimplicialCholeskyLDLT: 508 m_LDLT = true; 509 break; 510 default: 511 break; 512 } 513 514 return *this; 515 } 516 517 inline const VectorType vectorD() const { 518 eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized"); 519 return Base::m_diag; 520 } 521 inline const CholMatrixType rawMatrix() const { 522 eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized"); 523 return Base::m_matrix; 524 } 525 526 /** Computes the sparse Cholesky decomposition of \a matrix */ 527 SimplicialCholesky& compute(const MatrixType& matrix) 528 { 529 if(m_LDLT) 530 Base::template compute<true>(matrix); 531 else 532 Base::template compute<false>(matrix); 533 return *this; 534 } 535 536 /** Performs a symbolic decomposition on the sparcity of \a matrix. 537 * 538 * This function is particularly useful when solving for several problems having the same structure. 539 * 540 * \sa factorize() 541 */ 542 void analyzePattern(const MatrixType& a) 543 { 544 Base::analyzePattern(a, m_LDLT); 545 } 546 547 /** Performs a numeric decomposition of \a matrix 548 * 549 * The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed. 550 * 551 * \sa analyzePattern() 552 */ 553 void factorize(const MatrixType& a) 554 { 555 if(m_LDLT) 556 Base::template factorize<true>(a); 557 else 558 Base::template factorize<false>(a); 559 } 560 561 /** \internal */ 562 template<typename Rhs,typename Dest> 563 void _solve(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const 564 { 565 eigen_assert(Base::m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()"); 566 eigen_assert(Base::m_matrix.rows()==b.rows()); 567 568 if(Base::m_info!=Success) 569 return; 570 571 if(Base::m_P.size()>0) 572 dest = Base::m_P * b; 573 else 574 dest = b; 575 576 if(Base::m_matrix.nonZeros()>0) // otherwise L==I 577 { 578 if(m_LDLT) 579 LDLTTraits::getL(Base::m_matrix).solveInPlace(dest); 580 else 581 LLTTraits::getL(Base::m_matrix).solveInPlace(dest); 582 } 583 584 if(Base::m_diag.size()>0) 585 dest = Base::m_diag.asDiagonal().inverse() * dest; 586 587 if (Base::m_matrix.nonZeros()>0) // otherwise I==I 588 { 589 if(m_LDLT) 590 LDLTTraits::getU(Base::m_matrix).solveInPlace(dest); 591 else 592 LLTTraits::getU(Base::m_matrix).solveInPlace(dest); 593 } 594 595 if(Base::m_P.size()>0) 596 dest = Base::m_Pinv * dest; 597 } 598 599 Scalar determinant() const 600 { 601 if(m_LDLT) 602 { 603 return Base::m_diag.prod(); 604 } 605 else 606 { 607 Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod(); 608 return numext::abs2(detL); 609 } 610 } 611 612 protected: 613 bool m_LDLT; 614 }; 615 616 template<typename Derived> 617 void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, CholMatrixType& ap) 618 { 619 eigen_assert(a.rows()==a.cols()); 620 const Index size = a.rows(); 621 // Note that amd compute the inverse permutation 622 { 623 CholMatrixType C; 624 C = a.template selfadjointView<UpLo>(); 625 626 OrderingType ordering; 627 ordering(C,m_Pinv); 628 } 629 630 if(m_Pinv.size()>0) 631 m_P = m_Pinv.inverse(); 632 else 633 m_P.resize(0); 634 635 ap.resize(size,size); 636 ap.template selfadjointView<Upper>() = a.template selfadjointView<UpLo>().twistedBy(m_P); 637 } 638 639 namespace internal { 640 641 template<typename Derived, typename Rhs> 642 struct solve_retval<SimplicialCholeskyBase<Derived>, Rhs> 643 : solve_retval_base<SimplicialCholeskyBase<Derived>, Rhs> 644 { 645 typedef SimplicialCholeskyBase<Derived> Dec; 646 EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs) 647 648 template<typename Dest> void evalTo(Dest& dst) const 649 { 650 dec().derived()._solve(rhs(),dst); 651 } 652 }; 653 654 template<typename Derived, typename Rhs> 655 struct sparse_solve_retval<SimplicialCholeskyBase<Derived>, Rhs> 656 : sparse_solve_retval_base<SimplicialCholeskyBase<Derived>, Rhs> 657 { 658 typedef SimplicialCholeskyBase<Derived> Dec; 659 EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs) 660 661 template<typename Dest> void evalTo(Dest& dst) const 662 { 663 this->defaultEvalTo(dst); 664 } 665 }; 666 667 } // end namespace internal 668 669 } // end namespace Eigen 670 671 #endif // EIGEN_SIMPLICIAL_CHOLESKY_H 672